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Volumn 28, Issue 3, 1996, Pages 784-801

Equivalent necessary and sufficient conditions on noise sequences for stochastic approximation algorithms

Author keywords

Convergence: equivalent necessary and sufficient conditions; Noise sequences; Stochastic approximation

Indexed keywords


EID: 0001055484     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800046498     Document Type: Article
Times cited : (27)

References (14)
  • 3
    • 38249037320 scopus 로고
    • Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
    • CHEN, H.-F., GUO, L. AND GAO, A. (1988) Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds. Stoch. Proc. Appl. 27, 217-231.
    • (1988) Stoch. Proc. Appl. , vol.27 , pp. 217-231
    • Chen, H.-F.1    Guo, L.2    Gao, A.3
  • 4
    • 0011595015 scopus 로고
    • Stochastic approximation procedures with randomly varying truncations
    • CHEN, H.-F. AND ZHU, Y.-M. (1986) Stochastic approximation procedures with randomly varying truncations. Sci. Sinica A 29, 914-926.
    • (1986) Sci. Sinica A , vol.29 , pp. 914-926
    • Chen, H.-F.1    Zhu, Y.-M.2
  • 5
    • 0011780422 scopus 로고
    • Necessary and sufficient conditions for the Robbins-Monro method
    • CLARK, D. S. (1984) Necessary and sufficient conditions for the Robbins-Monro method. Stoch. Proc. Appl. 17, 359-367.
    • (1984) Stoch. Proc. Appl. , vol.17 , pp. 359-367
    • Clark, D.S.1
  • 8
    • 0010154010 scopus 로고
    • Stochastic approximation and sequential search for optimum
    • ed. L. LeCam and R. A. Olshen. Wadsworth, New York
    • LAI, T. L. (1985) Stochastic approximation and sequential search for optimum. In Proc. Berkeley Conf. in Honor of Jerzy Neyman and Jack Kiefer, ed. L. LeCam and R. A. Olshen. Vol. 2. Wadsworth, New York. pp. 557-577.
    • (1985) Proc. Berkeley Conf. in Honor of Jerzy Neyman and Jack Kiefer , vol.2 , pp. 557-577
    • Lai, T.L.1
  • 9
    • 0028546691 scopus 로고
    • Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
    • L'ECUYER, P. AND GLYNN, P. W. (1994) Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state: Management Sci. 40, 152-1578.
    • (1994) Management Sci. , vol.40 , pp. 152-1578
    • L'Ecuyer, P.1    Glynn, P.W.2
  • 11
    • 38249020710 scopus 로고
    • Stochastic approximations for finite state Markov chains
    • MA, D.-J., MAKOWSKI, M. AND SCHWARTZ, A. (1990) Stochastic approximations for finite state Markov chains. Stock. Proc. Appl. 35, 27-45.
    • (1990) Stock. Proc. Appl. , vol.35 , pp. 27-45
    • Ma, D.-J.1    Makowski, M.2    Schwartz, A.3
  • 12
    • 0021385812 scopus 로고
    • Applications of a Kushner and Clark lemma to general classes of stochastic algorithms
    • METIVIER, M. AND PRIOURET, P. (1984) Applications of a Kushner and Clark lemma to general classes of stochastic algorithms. IEEE Trans. Inf. Theory. IT-30, 140-151.
    • (1984) IEEE Trans. Inf. Theory , vol.IT-30 , pp. 140-151
    • Metivier, M.1    Priouret, P.2
  • 13
    • 0000016172 scopus 로고
    • A stochastic approximation method
    • ROBBINS, H. AND MONRO, S. (1951) A stochastic approximation method. Ann. Math. Statist. 22, 400-407.
    • (1951) Ann. Math. Statist. , vol.22 , pp. 400-407
    • Robbins, H.1    Monro, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.